Related papers: Toward Quantum Utility in Finance: A Robust Data-D…
Given a graph with positive and negative edge labels, the correlation clustering problem aims to cluster the nodes so to minimize the total number of between-cluster positive and within-cluster negative edges. This problem has many…
Advancements in quantum computing are fuelling emerging applications across disciplines, including finance, where quantum and quantum-inspired algorithms can now make market predictions, detect fraud, and optimize portfolios. Expanding this…
A new cluster analysis method, $K$-quantiles clustering, is introduced. $K$-quantiles clustering can be computed by a simple greedy algorithm in the style of the classical Lloyd's algorithm for $K$-means. It can be applied to large and…
We address general-shaped clustering problems under very weak parametric assumptions with a two-step hybrid robust clustering algorithm based on trimmed k-means and hierarchical agglomeration. The algorithm has low computational complexity…
Understanding the dependence structure of asset returns is fundamental in risk assessment and is particularly relevant in a portfolio diversification strategy. We propose a clustering approach where evidence accumulated in a multiplicity of…
This tutorial paper introduces quantum approaches to Monte Carlo computation with applications in computational finance. We outline the basics of quantum computing using Grover's algorithm for unstructured search to build intuition. We then…
The Coupled Cluster (CC) method is used to compute the electronic correlation energy in atoms and molecules and often leads to highly accurate results. However, due to its single-reference nature, standard CC in its projected form fails to…
Here we present a quantum algorithm for clustering data based on a variational quantum circuit. The algorithm allows to classify data into many clusters, and can easily be implemented in few-qubit Noisy Intermediate-Scale Quantum (NISQ)…
Clustering algorithms are at the basis of several technological applications, and are fueling the development of rapidly evolving fields such as machine learning. In the recent past, however, it has become apparent that they face challenges…
Clustering is a fundamental tool for analyzing large data sets. A rich body of work has been devoted to designing data-stream algorithms for the relevant optimization problems such as $k$-center, $k$-median, and $k$-means. Such algorithms…
Given a set of assets and an investment capital, the classical portfolio selection problem consists in determining the amount of capital to be invested in each asset in order to build the most profitable portfolio. The portfolio…
Many applications from the financial industry successfully leverage clustering algorithms to reveal meaningful patterns among a vast amount of unstructured financial data. However, these algorithms suffer from a lack of interpretability…
In this work, we explore graph partitioning (GP) using quantum annealing on the D-Wave 2X machine. Motivated by a recently proposed graph-based electronic structure theory applied to quantum molecular dynamics (QMD) simulations, graph…
Graph clustering is an unsupervised machine learning method that partitions the nodes in a graph into different groups. Despite achieving significant progress in exploiting both attributed and structured data information, graph clustering…
We introduce a principled method for the signed clustering problem, where the goal is to partition a graph whose edge weights take both positive and negative values, such that edges within the same cluster are mostly positive, while edges…
Graph clustering or community detection constitutes an important task for investigating the internal structure of graphs, with a plethora of applications in several domains. Traditional techniques for graph clustering, such as spectral…
Quantum Bridge Analytics relates to methods and systems for hybrid classical-quantum computing, and is devoted to developing tools for bridging classical and quantum computing to gain the benefits of their alliance in the present and enable…
Nearest-neighbour clustering is a simple yet powerful machine learning algorithm that finds natural application in the decoding of signals in classical optical-fibre communication systems. Quantum k-means clustering promises a speed-up over…
Semi-supervised clustering is a basic problem in various applications. Most existing methods require knowledge of the ideal cluster number, which is often difficult to obtain in practice. Besides, satisfying the must-link constraints is…
Graph-based clustering has shown promising performance in many tasks. A key step of graph-based approach is the similarity graph construction. In general, learning graph in kernel space can enhance clustering accuracy due to the…